A portfolio of financial investments may include a large number of derivative investment holdings. A derivative investment holding is a financial instrument where the price of the financial instrument is derived from the underlying financial asset. A derivative investment holding also may be referred to as a contingent claim or a derivative. Examples of a derivative include an exchange-traded stock option, a convertible bond, and a credit default swap. Computer systems may be used to calculate the current or projected value of a financial investment holding or a collection of financial holdings.